Biography
Research Interests: Econometric and Statistical theory. In particular, he is interested in:
the theoretical properties of algorithms such as the Forward Search and Autometrics;
cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
Recent Publications
Mar 2022
Jun 2018
Over-dispersed age-period-cohort models
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
Dec 2017
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico , Bent Nielsen
Vanessa Berenguer-Rico , Bent Nielsen
Jan 2017
Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Xiyu Jiao , Bent Nielsen
Xiyu Jiao , Bent Nielsen
Dec 2016
Oct 2016
Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen , Soren Johansen
Bent Nielsen , Soren Johansen
Oct 2016
A simple benchmark for mesothelioma projection for Great Britain
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen
May 2016
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
Mar 2016
Mar 2016
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen
in Bernoulli
Soren Johansen , Bent Nielsen
Dec 2015
Jul 2015
The geometric chain-ladder
in Scandinavian Actuarial Journal
Bent Nielsen , D. Kuang , J. P. Nielsen
in Scandinavian Actuarial Journal
Bent Nielsen , D. Kuang , J. P. Nielsen
Jul 2015
Jul 2015
Mar 2015
Sept 2014
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bent Nielsen , David Bernstein
Bent Nielsen , David Bernstein